+100.2%
DAL vs AG
+18.5%
+81.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.9% |
| 7D | +4.6% | -2.9% | +7.4% | +4.9% |
| 30D | +2.3% | -15.1% | +17.4% | +4.3% |
| 3M | -8.1% | -15.4% | +7.3% | -6.6% |
| 6M | +21.4% | -21.9% | +43.3% | +23.7% |
| YTD | +24.3% | -10.4% | +34.8% | +22.6% |
| 1Y | +47.4% | +39.8% | +7.6% | +37.3% |
| 3Y | +164.6% | +209.5% | -44.9% | +110.6% |
| 5Y | +100.2% | +12.5% | +87.7% | +104.2% |
| All | +100.2% | +18.5% | +81.7% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling